Options & Derivatives

Exceptional execution that beats the competition

Our Options Trading Desk

This extension of a buy-side desk model brings access to a skilled trading team that is solely focused on best timing and outcomes. To achieve this, our proprietary O’Neil Methodology allows us to identify and monitor key inflection points where single stocks, indices, and ETFs are progressing out of well-defined periods of buyer-seller equilibrium and are about to embark on a new up/down trend.

All the while, we provide real-time trading consultancy to help in the timing of rolls, strike optimization, volume capture strategies, delta hedging, and stock replacement strategies. With over 60 years’ experience on the buy-side and sell-side, our traders will own the order alongside you and stay in contact throughout the duration of your holdings to assist in strategizing for maximum gains. In options trading, this provides a significant edge that is unique to O’Neil, our clients consistently say that no one else on the Street is doing what we are doing. Our aim is uncomplicated, we collaborate with our clients to assist them in generating outsized returns.

Precision Market Timing

  • O’Neil Methodology (OM) pinpoints key inflection points as stocks, indices, and ETFs exit buyer–seller equilibrium and begin new trends.
  • Integrates quantitative, fundamental, and technical analysis to act when probability for outsized returns is highest.

Proven Derivative Leadership

Drawing on proprietary market signals and decades of derivatives leadership, Robert Gregorio and Mark Serafini translate evolving market conditions into high-conviction option structures that seek to capture directional shifts with precision and scale.

Robert Gregorio, Managing Director

Robert specializes in equity derivatives trading, risk facilitation, and structured strategies for institutional clients, bringing a proven ability to deliver tailored listed‑option structures that maximize convexity and minimize alpha friction for our clients.

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Mark Serafini, Equity Derivatives Strategist

Mark focuses on leveraging the firm’s focus list and watch list ideas to develop actionable options strategies that enhance risk management and alpha generation for institutional clients.

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Custom, High-Impact Solutions

Differentiated Results

Combines OM’s precise timing with bespoke derivative ideas to deliver institutional-grade performance and outsized return potential.

Recent Trade Ideas

Call/Put Spreads Collars/Calendar Spreads

Volume & open interest, option chain, and fundamental/technical analysis.

Volatility
Ideas

IV vs. RV, mean reversion, skew, and post-event/earnings IV crush.

Thematic Baskets
vs. Index

Policy winners/losers, sector earnings momentum, and
multiple rerating.

0DTE Ideas‍

Ratio trades driven by intraday momentum, VWAP, OI trends, and moving averages.

Merger
Arbitrage‍

Deal activity, spreads, regulatory outcomes, and closure.

Index &
Single Stock

Optimal price and timing based on historical roll patterns and dividend adjustments.